Interpolation & Approximation

Numerical Analysis Lagrange, Newton Cite
Primary: Lagrange, Newton
Publication: Polynomial interpolation
Year: 18th c.
URL: Wikipedia

Unique polynomial through n+1 points. Lagrange form, Newton divided differences. Error bound. Least squares approximation.

graph TD D1["Def: Lagrange basis\nLⱼ(xᵢ)=δᵢⱼ"] D2["Def: Divided difference\nf[x₀,...,xₙ]"] D3["Def: Best approx\nmin ‖f−p‖"] T1["Thm: Uniqueness\ndeg ≤ n through n+1 pts"] T2["Thm: Lagrange form\np = Σ fⱼ Lⱼ"] T3["Thm: Newton form\np = f[x₀]+...+f[x₀..xₙ]πⱼ"] T4["Thm: Error bound\nf−p = f⁽ⁿ⁺¹⁾(ξ)π/ⁿ⁺¹!"] T5["Thm: Least squares\nmin Σ(f−p)² ⇒ normal eqs"] L1["Lemma: Runge phenomenon"] D1 --> T2 D2 --> T3 T1 --> T2 T2 --> T4 T3 --> T4 D3 --> T5 T4 --> L1 classDef definition fill:#b197fc,color:#fff classDef theorem fill:#51cf66,color:#fff classDef lemma fill:#74c0fc,color:#fff class D1,D2,D3 definition class T1,T2,T3,T4,T5 theorem class L1 lemma

Process Statistics

  • Nodes: 15
  • Edges: 12
  • Definitions: 3
  • Theorems: 5
  • Lemmas: 1
Frontier: Radial basis functions, splines, machine learning surrogate models. math.NA